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Fit a multi-map disaggregation model via tmbstan MCMC

Source: R/fitting_mcmc.R
disag_model_mmap_mcmc.Rd

Builds the shared TMB ADFun object for a multi-map disaggregation model, then samples from it with tmbstan::tmbstan(). This engine supports parameter estimation only; prediction is not implemented for MCMC fits.

Usage

disag_model_mmap_mcmc(
  data,
  priors = NULL,
  family = "poisson",
  link = "log",
  time_varying_betas = FALSE,
  fixed_effect_betas = TRUE,
  chains = 4L,
  iter = 2000L,
  warmup = NULL,
  thin = 1L,
  cores = NULL,
  seed = NULL,
  refresh = NULL,
  laplace = FALSE,
  lower = numeric(0),
  upper = numeric(0),
  control = NULL,
  field = TRUE,
  iid = TRUE,
  silent = TRUE,
  starting_values = NULL,
  verbose = FALSE,
  ...
)

Arguments

data

A 'disag_data_mmap' object (from 'prepare_data_mmap()').

priors

Optional named list of prior specifications.

family

One of 'gaussian', 'binomial', 'poisson', or 'negbinomial'.

One of 'identity', 'logit', or 'log'.

time_varying_betas

Logical; if TRUE, each time point has its own fixed-effect.

fixed_effect_betas

Logical; if TRUE (default), active beta coefficients are sampled as fixed effects. If FALSE, active beta coefficients are included in the TMB random-effect block.

chains

Integer >= 1; number of MCMC chains.

iter

Integer >= 1; total Stan iterations per chain, including warmup.

warmup

Integer >= 0 and less than iter; warmup iterations per chain. Defaults to floor(iter / 2).

thin

Integer >= 1; thinning interval.

cores

Integer >= 1; number of cores passed to Stan. Defaults to getOption("mc.cores", chains).

seed

Optional positive integer seed.

refresh

Optional integer >= 0; Stan progress refresh interval.

laplace

Logical; passed to tmbstan::tmbstan(). Defaults to FALSE for full posterior sampling.

lower

Numeric lower bounds passed to tmbstan::tmbstan().

upper

Numeric upper bounds passed to tmbstan::tmbstan().

control

Optional list passed to rstan::sampling().

field

Logical: include the spatial random field?

iid

Logical: include polygon-specific IID effects?

silent

Logical: if TRUE, suppress TMB/tmbstan console output.

starting_values

Optional named list of starting parameter values.

verbose

Logical: if TRUE, print total runtime.

...

Additional arguments passed through to tmbstan::tmbstan() and rstan::sampling().

Value

An object of class 'disag_model_mmap_mcmc' with components stanfit, obj, data, and model_setup.